+240.2%
GM vs FICO
+2,887.3%
-2,647.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -1.4% | -0.9% | -0.5% | -1.2% |
| 30D | +6.4% | +3.3% | +3.0% | +4.2% |
| 3M | -0.7% | -31.7% | +31.0% | +7.7% |
| 6M | +9.9% | -34.0% | +43.9% | +18.6% |
| YTD | +6.7% | -58.3% | +65.0% | +31.7% |
| 1Y | +26.2% | -57.9% | +84.2% | +55.1% |
| 3Y | +205.0% | -24.1% | +229.1% | +174.4% |
| 5Y | +53.6% | +85.3% | -31.7% | -9.9% |
| 10Y | +233.4% | +520.3% | -286.9% | +9.8% |
| All | +240.2% | +2,887.3% | -2,647.1% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling